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I was looking for bad things waiting to happen on the Ides of March, and the next Major Foreign Holders of Treasury Securities report came up as a candidate. It is due on March 15th, 2021. The report is compiled monthly from inputs submitted by custodians by the 23rd each month, or by February 23 for the January report.

Are there foreign data sources that can be used for cross-checking and most importantly for forecasting what the MFH table is going to look like in March?

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  • $\begingroup$ The report came out at 4:00 PM sharp, and it shows minimal changes among the top holders. 10-year note barely moving. False alarm. $\endgroup$ Mar 15, 2021 at 20:08

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